-79.1%
BHR vs VT
+217.6%
-296.8%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +2.0% |
| 7D | +10.1% | -0.1% | +10.3% | +10.5% |
| 30D | +34.7% | -3.1% | +37.8% | +41.4% |
| 3M | -19.7% | -3.5% | -16.2% | -15.5% |
| 6M | -41.8% | +0.5% | -42.2% | -43.8% |
| YTD | -43.2% | +10.8% | -54.0% | -53.9% |
| 1Y | -39.0% | +11.9% | -50.9% | -51.5% |
| 3Y | -7.1% | +73.0% | -80.1% | -65.4% |
| 5Y | -61.5% | +58.6% | -120.1% | -82.7% |
| 10Y | -79.1% | +219.2% | -298.3% | -96.5% |
| All | -79.1% | +217.6% | -296.8% | -96.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling